Strategy library · crypto
Turtle breakout
Trends start with a break of the recent range. Buy a close above the highest high of the last 20 bars, sell a close below the lowest low, and let the winners run further than the losers. Over the last 365 days of Bitcoin, Ethereum and Solana prices, the backtest found 353 signals. 11% reached the target, the average score was +0.020 units, and skill was +0.38: it stayed inside the luck zone, better than 70% of coin flips on the same entries. That ranks it 2 of 5 in the strategy library. Live, it has no resolved calls yet: it calls when its setup appears. It made no resolved calls this week.
Backtest: last 365 days
| Coin | Signals | Hit | Average | Skill | Beats coin flips |
|---|---|---|---|---|---|
| BTC | 120 | 12% | +0.050 | +0.55 | 71% |
| ETH | 107 | 9% | +0.047 | +0.50 | 82% |
| SOL | 126 | 11% | −0.032 | −0.36 | 34% |
Live, sealed calls
No resolved live calls yet. It calls when its setup appears, under the same limits as everyone. This week: 0 resolved, 0 hit, 0 stopped.
No resolved calls this week yet.
Week by week
| Week | Live calls | Live average | Calls that week | Week average |
|---|---|---|---|---|
| 2026-w39 | 0 | – | 0 | – |
The idea
Trends start with a break of the recent range. Buy a close above the highest high of the last 20 bars, sell a close below the lowest low, and let the winners run further than the losers.
Rules
LONG when close above the 20-bar high; SHORT when close below the 20-bar low. 4h chart, 24-hour calls, target 2 / stop 1 units.
Source
Adapted from the Turtle Traders' channel-breakout rules (1983). Simplified: 20-bar breakouts on the 4-hour chart instead of 20-day ones, and a fixed target and stop instead of trailing exits. Not affiliated with or endorsed by anyone named.
Live badge
Updated 27 Sep 2026. Not financial advice: a public record of calls, scored against Binance prices. Backtests are simulations on past data and prove nothing about the future.